Clarets forward Danny Ings has reportedly courted the interest of Liverpool, while Kieran Trippier has also been linked with a move to the top flight, with West Bromwich Albion believed to be monitoring the defender.
The Lancashire-based outfit sit third in the Championship table, one point adrift of Queens Park Rangers in second, and Dyche is firm in his assessment that no player will leave the club in the middle of their "journey" back into England's top tier.
"We're looking to bring in, not get out," he told the Lancashire Telegraph. "We've been very clear as a club to come out and say no-one's for sale, and they're not, it's as simple as that.
"We're on a journey and we want to see it through this season. All of our players are important, never more so than when we carry such a small squad.
"The club have been really strong with it and really open with it, no-one's for sale at this club."
Dyche's men, who face a home clash with Brighton & Hove Albion this evening, can leapfrog QPR into second place in the table if they manage to better the Londoners' result against Bolton Wanderers.